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An alternative approach to modeling and forecasting seasonal time series

Canova, Fabio - In: Journal of business & economic statistics : JBES ; a … 10 (1992) 1, pp. 97-108

Persistent link: https://www.econbiz.de/10001120241

Detrending and turning points

Canova, Fabio - In: European economic review : EER 38 (1994) 3, pp. 614-623

Persistent link: https://www.econbiz.de/10001163173

Three tests for the existence of cycles in time series

Canova, Fabio - In: Ricerche economiche 50 (1996) 2, pp. 135-162

Persistent link: https://www.econbiz.de/10001202735

Detrending and business cycle facts

Canova, Fabio - In: Journal of monetary economics 41 (1998) 3, pp. 475-512

Persistent link: https://www.econbiz.de/10001239595

Canova, Fabio - In: The economic journal : the journal of the Royal … 109 (1999), pp. 126-150

Persistent link: https://www.econbiz.de/10001427327

The time-series properties of the risk premium in the yen-dollar exchange market

Canova, Fabio - In: Journal of applied econometrics 6 (1991) 2, pp. 125-142

Persistent link: https://www.econbiz.de/10001107424

Are seasonal patterns constant over time? : A test for seasonal stability

Canova, Fabio - In: Journal of business & economic statistics : JBES ; a … 13 (1995) 3, pp. 237-252

Persistent link: https://www.econbiz.de/10001182355

Changes in seasonal patterns : are they cyclical?

Canova, Fabio - In: Journal of economic dynamics & control 18 (1994) 6, pp. 1143-1171

Persistent link: https://www.econbiz.de/10001170702

Reconciling the term structure of interest rates with the consumption-based ICAP model

Canova, Fabio - In: Journal of economic dynamics & control 20 (1996) 4, pp. 709-750

Persistent link: https://www.econbiz.de/10001194699

Estimating overidentified, nonrecursive, time-varying coefficients structural vector autoregressions

Canova, Fabio; Pèrez Forero, Fernando J. - In: Quantitative economics : QE ; journal of the … 6 (2015) 2, pp. 359-384

This paper provides a general procedure to estimate structural vector autoregressions. The algorithm can be used in constant or time-varying coefficient models, and in the latter case, the law of motion of the coefficients can be linear or non-linear. It can deal in a unified way with...

Persistent link: https://www.econbiz.de/10011757703